-15.4%
ROP vs FCUV
-99.9%
+84.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | -8.0% | -72.0% | +64.0% | -7.5% |
| 30D | -2.7% | -8.0% | +5.3% | -2.9% |
| 3M | +16.6% | +66.3% | -49.7% | +13.7% |
| 6M | +10.4% | -75.3% | +85.7% | +10.1% |
| YTD | -12.1% | -83.0% | +70.9% | -12.1% |
| 1Y | -23.6% | -94.7% | +71.0% | -22.6% |
| 3Y | -19.3% | -99.3% | +79.9% | -16.9% |
| 5Y | -15.4% | -99.9% | +84.5% | -10.5% |
| All | -15.4% | -99.9% | +84.5% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling